Related papers: Coupling Theory, Optimal Transport, and Strassen's…
It is shown that the "chaoticity hypothesis", analogous to Ruelle's principle for turbulence and recently introduced in statistical mechanics, implies the Onsager reciprocity and the fluctuation dissipation theorem in various models for…
Optimal Transport (OT) has established itself as a robust framework for quantifying differences between distributions, with applications that span fields such as machine learning, data science, and computer vision. This paper offers a…
We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…
Some mathematical theorems represent ideas that are discovered again and again in different forms. One such theorem is Hall's marriage theorem. This theorem is equivalent to several other theorems in combinatorics and optimization theory,…
This paper exploit the equivalence between the Schr\"odinger Bridge problem and the entropy penalized optimal transport in order to find a different approach to the duality, in the spirit of optimal transport. This approach results in a…
Optimal transportation provides a means of lifting distances between points on a geometric domain to distances between signals over the domain, expressed as probability distributions. On a graph, transportation problems can be used to…
In this paper, we address the problem of estimating transport surplus (a.k.a. matching affinity) in high dimensional optimal transport problems. Classical optimal transport theory specifies the matching affinity and determines the optimal…
We study stability and sample complexity properties of divergence regularized optimal transport (DOT). First, we obtain quantitative stability results for optimizers of DOT measured in Wasserstein distance, which are applicable to a wide…
The purpose of this note is to show that the solution to the Kantorovich optimal transportation problem is supported on a Lipschitz manifold, provided the cost is $C^{2}$ with non-singular mixed second derivative. We use this result to…
We study optimal transport plans from $m$ equally weighted points (with weights $1/m$) to $n$ equally weighted points (with weights $1/n$). The Birkhoff-von Neumann Theorem implies that if $m=n$, then the optimal transport plan can be…
Optimal Transport (OT) is a resource allocation problem with applications in biology, data science, economics and statistics, among others. In some of the applications, practitioners have access to samples which approximate the continuous…
Many problems in dynamic data driven modeling deals with distributed rather than lumped observations. In this paper, we show that the Monge-Kantorovich optimal transport theory provides a unifying framework to tackle such problems in the…
We develop a transport-entropy framework for Gaussian concentration inequalities on the infinite product space $S^{\mathbb Z^d}$, where $S$ is a finite set, in which sensitivity is measured by the $\ell^2$-norm of local oscillations. We…
Electronic transport through chaotic quantum dots exhibits universal, system independent, properties, consistent with random matrix theory. The quantum transport can also be rooted, via the semiclassical approximation, in sums over the…
Let $X$ be a Polish space, $\mathcal{P}(X)$ be the set of Borel probability measures on $X$, and $T\colon X\to X$ be a homeomorphism. We prove that for the simplex $\mathrm{Dom} \subseteq \mathcal{P}(X)$ of all $T$-invariant measures, the…
Describing shapes by suitable measures in object segmentation, as proposed in [24], allows to combine the advantages of the representations as parametrized contours and indicator functions. The pseudo-Riemannian structure of optimal…
We derive nearly tight and non-asymptotic convergence bounds for solutions of entropic semi-discrete optimal transport. These bounds quantify the stability of the dual solutions of the regularized problem (sometimes called Sinkhorn…
We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…
This article presents a new class of distances between arbitrary nonnegative Radon measures inspired by optimal transport. These distances are defined by two equivalent alternative formulations: (i) a dynamic formulation defining the…
Based on the multidimensional irreducible paving of De March & Touzi, we provide a multi-dimensional version of the quasi sure duality for the martingale optimal transport problem, thus extending the result of Beiglb\"ock, Nutz & Touzi.…